+351.1%
PGR vs CLBK
+65.5%
+285.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | -1.5% | +0.8% | -0.3% |
| 30D | +4.9% | -1.0% | +6.0% | +5.1% |
| 3M | +7.6% | +22.9% | -15.3% | +3.1% |
| 6M | +8.3% | +44.2% | -35.9% | +0.3% |
| YTD | +1.7% | +64.0% | -62.2% | -8.5% |
| 1Y | -6.8% | +65.7% | -72.5% | -16.6% |
| 3Y | +73.4% | +54.1% | +19.4% | +53.3% |
| 5Y | +161.2% | +44.7% | +116.5% | +124.6% |
| All | +351.1% | +65.5% | +285.6% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling